Testing real-time forecasting systems - page 37

 

Let's continue testing:


Quote: ........................................................................EURUSD

period: ............................................................................M15 (there is one count on the chart - 15 minutes).

forecasting horizon: ...............................................400 counts (about 4 days)


The general situation on the next Monday-Thursday can be described by a popular saying of a well-known cartoon character "I don't understand anything". :о) On the one hand, the time line is catastrophically losing its memory. In simple terms, the number of historical bars with maximum influence on the future begins to diminish. From the philosophical point of view it most often means that the trend is coming to an end, or potential of bulls and bears is equalized and it is not very clear who will take the upside. And on the other hand there is still the possibility of an upward move.


In the picture below:

  • the bold grey lines are the boundaries of the SCO of the process,
  • the light gray snake - statistical estimate of the process.

I estimated two extreme trading levels min and max. I wanted to calculate the reversal levels within four days, but I decided to wait. The situation is still "statistically shaky":



The trend assessment as a general bias is shown below. A level of 1.45759 is possible, theoretically.


That's when this direction coincides with the trajectory estimate, then one can trade with more confidence. But now ... I would be careful.


PS: I have no time to translate the forecast in MT for better "observability", I started to mess around with the object properties and ... I've had time to spoil finally the existing simple program for forecast unloading to MT, but I haven't created a new one yet.

 
grasn >> :

Let's continue testing:


I estimated two extreme trading levels min and max. I wanted to calculate the reversal levels within four forecasted days, but decided to wait. The situation continues to be "statistically shaky":


The trend assessment as a general bias is shown below. A level of 1.45759 is possible, theoretically.


Thank you. That's very clear.

Have you tried applying your model to commodity markets? Gold? ;)

 
avatara >> :

Thank you. It's very clear.

Have you tried applying your model to commodity markets? Gold? ;)

I wanted to, and I think I will, but I don't have time. :о)

 
grasn >> :

I wanted to, but I think I will, but I still have no time. :о)

One would assume that EURUSD is strongly influenced by gold or vice versa :)

Here and if the pattern there suggests SELL. Would that reinforce the logic of traders' behaviour?

And if it also suggests buying the pound? ;)

Everybody's like... >> U-turn!

But what if it goes differently? So, the fundamentals are moving, and we believe in numbers...

I think it would be worth watching.

 
avatara >> :

One would assume that EURUSD is strongly influenced by gold or vice versa :)

Here and if the pattern there suggests SELL. Would that reinforce the logic of traders' behaviour?

And if it also suggests buying the pound? ;)

Everybody's like... Turn around!

But what if it goes differently? So, the fundamentals are moving, and we believe in numbers...

I think it would be worth watching.

I will, but there's no way I can do it before Monday :o)

 
To grasn, you still haven't translated the model into MT?
 
NEKSUS_ >>:
to grasn, в МТ так и не взялся модель переводить?

not yet. :о(

 
grasn >> :

not yet. :о(

Hey, you're planning on it, aren't you?

 
NEKSUS_ >> :

>> eeeh, jalca, you're planning on it, aren't you?

You've got to get it right first, it's important. The switch to MT is not an end in itself, the main thing is to make it work.

 
grasn >> :

You have to get it right first, it's important. Switching to MT is not an end in itself, the main thing is to make it work.

I see, I hope it happens someday ^_^

Reason: